ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
628.2 |
628.8 |
0.6 |
0.1% |
608.4 |
| High |
630.8 |
630.6 |
-0.2 |
0.0% |
629.5 |
| Low |
626.8 |
619.5 |
-7.3 |
-1.2% |
607.7 |
| Close |
629.0 |
623.2 |
-5.8 |
-0.9% |
627.5 |
| Range |
4.0 |
11.1 |
7.1 |
177.5% |
21.8 |
| ATR |
8.8 |
9.0 |
0.2 |
1.8% |
0.0 |
| Volume |
345 |
1,629 |
1,284 |
372.2% |
276 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657.8 |
651.5 |
629.3 |
|
| R3 |
646.8 |
640.5 |
626.3 |
|
| R2 |
635.5 |
635.5 |
625.3 |
|
| R1 |
629.3 |
629.3 |
624.3 |
627.0 |
| PP |
624.5 |
624.5 |
624.5 |
623.3 |
| S1 |
618.3 |
618.3 |
622.3 |
615.8 |
| S2 |
613.3 |
613.3 |
621.3 |
|
| S3 |
602.3 |
607.3 |
620.3 |
|
| S4 |
591.3 |
596.0 |
617.0 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687.0 |
679.0 |
639.5 |
|
| R3 |
665.3 |
657.3 |
633.5 |
|
| R2 |
643.3 |
643.3 |
631.5 |
|
| R1 |
635.5 |
635.5 |
629.5 |
639.5 |
| PP |
621.5 |
621.5 |
621.5 |
623.5 |
| S1 |
613.8 |
613.8 |
625.5 |
617.5 |
| S2 |
599.8 |
599.8 |
623.5 |
|
| S3 |
578.0 |
591.8 |
621.5 |
|
| S4 |
556.3 |
570.0 |
615.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
677.8 |
|
2.618 |
659.8 |
|
1.618 |
648.5 |
|
1.000 |
641.8 |
|
0.618 |
637.5 |
|
HIGH |
630.5 |
|
0.618 |
626.3 |
|
0.500 |
625.0 |
|
0.382 |
623.8 |
|
LOW |
619.5 |
|
0.618 |
612.8 |
|
1.000 |
608.5 |
|
1.618 |
601.5 |
|
2.618 |
590.5 |
|
4.250 |
572.3 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
625.0 |
625.3 |
| PP |
624.5 |
624.5 |
| S1 |
623.8 |
623.8 |
|